Jorg Lotze

Xcelerit

28-32 Upper Pembroke Street

Dublin, Dublin 2

Ireland

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A Portable and Fast Stochastic Volatility Model Calibration Using Multi and Many-Core Processors

Number of pages: 6 Posted: 06 Oct 2014

Matthew Francis Dixon, Jorg Lotze and Mohammed Zubair

Illinois Institute of Technology, Xcelerit and Old Dominion University

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